Color4you said
Oh thanks for your reply! Why make it simple if there’s a complicated way to do it?

Well it’s not only about simplicity this time (although that alone is enough for me ), but also about speed.

When you include wp-blog-header.php, you run WordPress once more, meaning that you are taking away from speed. Now, that might not be some noticable slowdown, but it is, and if it’s not required, why do it